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StateSpace Module Hurricane Case Study WIP #763

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Dekermanjian
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@Dekermanjian Dekermanjian commented Dec 30, 2024 •
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Case Study to showcase the use of the State Space Module in pymc-experimental

This relates to #715

In this case study I have done the following:

  • Briefly explain how SSMs work under the hood
  • Walk through the simplest form of SSM for tracking a 2-D object

I still wish to add the following:

  • Expand on the simplest SSM by adding covariates/exogenous variables
  • Implement a VARMAX model in the state space representation
  • Add non-linear covariates/exogenous variables like HSGPs

@jessegrabowski Once I have completed this, would you be willing to be a reviewer for this case study?

📚 Documentation preview 📚: https://pymc-examples--763.org.readthedocs.build/en/763/

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